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Fully annotated reference manual - version 1.8.12
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Public Types | Public Attributes | List of all members
ConvertibleBond2::DividendProtectionData Struct Reference

#include <qle/instruments/convertiblebond2.hpp>

+ Collaboration diagram for ConvertibleBond2::DividendProtectionData:

Public Types

enum class  AdjustmentStyle {
  CrUpOnly , CrUpDown , CrUpOnly2 , CrUpDown2 ,
  PassThroughUpOnly , PassThroughUpDown
}
 
enum class  DividendType { Absolute , Relative }
 

Public Attributes

Date startDate
 
Date protectionDate
 
AdjustmentStyle adjustmentStyle
 
DividendType dividendType
 
Real threshold
 

Detailed Description

Definition at line 100 of file convertiblebond2.hpp.

Member Enumeration Documentation

◆ AdjustmentStyle

enum class AdjustmentStyle
strong

◆ DividendType

enum class DividendType
strong

Member Data Documentation

◆ startDate

Date startDate

Definition at line 103 of file convertiblebond2.hpp.

◆ protectionDate

Date protectionDate

Definition at line 104 of file convertiblebond2.hpp.

◆ adjustmentStyle

AdjustmentStyle adjustmentStyle

Definition at line 105 of file convertiblebond2.hpp.

◆ dividendType

DividendType dividendType

Definition at line 106 of file convertiblebond2.hpp.

◆ threshold

Real threshold

Definition at line 107 of file convertiblebond2.hpp.